Create a system to deal with huge volumes of CSV files (tick data, you know) without using a traditional (slow) SQL database

Calculate proxies to improve hedging, thus "remembering that we're working in the sell side, why are we hedging an index with the whole set of instruments in the index if we can do it with other highly correlated and cheaper instruments?"

Ok, I have no time to live, but the project is lasting only six months, so I have to work hard...